+33.0%
HYG vs GGLL
+309.0%
-276.0%
-6.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.5% | +4.3% | +0.1% |
| 7D | -0.2% | -3.9% | +3.7% | 0.0% |
| 30D | -0.1% | -15.4% | +15.3% | +0.7% |
| 3M | +0.7% | -21.9% | +22.6% | +1.6% |
| 6M | +1.5% | +4.5% | -3.0% | +0.5% |
| YTD | +1.9% | -2.4% | +4.4% | +1.2% |
| 1Y | +3.7% | +57.8% | -54.1% | -0.2% |
| 3Y | +26.5% | +227.2% | -200.7% | +12.7% |
| All | +33.0% | +309.0% | -276.0% | +15.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded GGLL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling